+865.5%
CB vs LULU
+745.2%
+120.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.9% |
| 7D | +2.9% | -4.6% | +7.6% | +3.7% |
| 30D | +7.3% | +12.3% | -5.0% | +5.1% |
| 3M | +9.4% | -11.6% | +21.0% | +11.0% |
| 6M | +19.6% | -12.8% | +32.5% | +21.2% |
| YTD | +21.5% | -49.2% | +70.6% | +33.7% |
| 1Y | +28.0% | -37.7% | +65.7% | +35.8% |
| 3Y | +74.9% | -74.7% | +149.5% | +108.9% |
| 5Y | +108.1% | -76.7% | +184.8% | +145.2% |
| 10Y | +251.8% | +82.7% | +169.1% | +168.2% |
| All | +865.5% | +745.2% | +120.3% | +259.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LULU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling